STRATEGY VWAP MOMENTUM

20251203 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 7

Periodo: 2025-12-03 01:21:00 - 2025-12-03 22:59:00

Exposure Days: 1

Trades per Day: 7.00

Avg Duration: 93.14 min

Median Duration: 28.00 min

PERFORMANCE

Total Profit: $-1,925.00

Avg Profit: $-275.00

Median Profit: $-965.00

Std Profit: $1,644.81

Profit Factor: 0.68

WIN/LOSS

Win Rate: 16.7%

Winners / Losers: 1 / 5 (Ratio: 1:2)

Gross Profit: $4,090.00

Gross Loss: $-6,015.00

Avg Winner: $2,045.00

Avg Loser: $-1,203.00

Avg Winner / Avg Loser: (Ratio: 1:1.70)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: -0.17

Sortino Ratio: -0.64

Ulcer Index: 270.10

EXIT REASONS

TARGET exits: 1 (14.3%)

STOP exits: 3 (42.9%)

EOD exits: 1 (14.3%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $625.00

Avg P&L: $312.50

SHORT ENTRIES (SELL)

Total SHORT: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-2,550.00

Avg P&L: $-510.00

CUMULATIVE P&L